+1,199.1%
SPXL vs TCOM
-9.8%
+1,208.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | -2.5% | -4.9% | +2.4% | -0.3% |
| 30D | -4.2% | -14.4% | +10.2% | +2.4% |
| 3M | +8.1% | -17.7% | +25.8% | +16.5% |
| 6M | +35.6% | -25.1% | +60.7% | +52.6% |
| YTD | +28.8% | -45.7% | +74.5% | +65.6% |
| 1Y | +39.8% | -47.9% | +87.7% | +82.9% |
| 3Y | +221.4% | +8.9% | +212.4% | +176.1% |
| 5Y | +146.9% | +26.9% | +120.1% | +74.0% |
| All | +1,199.1% | -9.8% | +1,208.9% | +870.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling